b281830983
Added new initialization mode ofr the Kalman filter and smoother.
2013-06-28 16:26:53 +02:00
664997eec8
Removed leading wihite spaces in variable names.
2013-06-27 10:38:49 +02:00
0e5819ee38
Duplicated @dynSeries/disp code in @dynSeries/display (so that the name of the dynSeries objected is correctly printed in the command window).
2013-06-26 16:10:56 +02:00
2e4a52d69f
osr: add tolf option closes #423
2013-06-26 12:33:48 +02:00
4569dd9427
osr: add maxit option ref #423
2013-06-26 12:32:30 +02:00
d199b4b7d2
doc: fix typo
2013-06-26 10:16:40 +02:00
5288f2a67a
Merge pull request #432 from JohannesPfeifer/osr_crit
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Transfer hardcoded osr options to options structure
2013-06-26 00:28:58 -07:00
17a8db9dee
Fix clean rule wrt reporting files
2013-06-26 09:10:58 +02:00
51b43e1ff0
build system bug fix
2013-06-25 16:37:18 +02:00
9bb102f68e
doc: sbvar stub, ref #237
2013-06-25 16:28:54 +02:00
f1464b13c6
Added explicit reference to the training sample in the description of the presample option of the estimation command.
2013-06-25 14:52:24 +02:00
d4891ba0b5
bug fix: matlab2tikz path
2013-06-25 12:27:44 +02:00
fcba382b48
test: use csv instead of mat file
2013-06-25 10:26:20 +02:00
bb8fdce127
Fixed bug reported by Johannes (presample option was non active in nonlinear filters).
2013-06-25 09:45:34 +02:00
c4998f93d3
Transfer hardcoded osr options to options structure
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Implements #423 . To be done: add preprocessor options for tolf and maxit.
2013-06-24 22:53:28 +02:00
4cef0a1568
test for reporting
2013-06-24 17:01:00 +02:00
8c9a8657ef
reporting: bug fix in echo for octave
2013-06-24 17:00:59 +02:00
51fc443e39
Fixed bug.
2013-06-24 15:40:39 +02:00
f258ffbfbc
Check the name of the data file in @dynSeries/save method (do not erase the original data file).
2013-06-24 15:40:39 +02:00
28f3ca1d07
Added overloaded disp and display methods for dynSeries objects.
2013-06-24 15:40:39 +02:00
51c4eb6cb3
Fixed bug.
2013-06-24 15:40:39 +02:00
fa4ad71185
Under Debian/Octave, matlab2tikz.m is already in the path, so don't add it twice
2013-06-24 12:23:46 +02:00
bd90e73854
reporting: fix typo
2013-06-24 12:12:26 +02:00
0b50587f9c
matlab2tikz: linux: add directory for package installation; os x and windows add dynare/contrib/matlab2tikz if it exists; (only on os x) if it doesn't add package installation dir
2013-06-24 12:07:11 +02:00
55edb3c12e
Stop the simplex algorithm (mode_compute=8) if improving too slowly.
2013-06-24 10:24:56 +02:00
b26b651403
Added test on the reciprocical condition number of PredictedObservedVariance.
2013-06-24 10:24:55 +02:00
fbec03fe1c
Fixed bug related to the shape of the weights vector in paricle filter with pruning.
2013-06-24 10:24:55 +02:00
08feada8b0
Fixed bug.
2013-06-24 10:24:55 +02:00
120db8f1ea
Cosmetic changes.
2013-06-24 10:24:55 +02:00
67d8754828
Merge pull request #428 from JohannesPfeifer/k_order_backward
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Add check for purely backwards model to k_order_pert
2013-06-24 00:56:38 -07:00
2eb43cf2f6
Add check for purely backwards model to k_order_pert
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The k_order_solver does not solve purely backwards models (as is the case in stochastic_solvers.m). But in contrast to stochastic_solvers, there is no check and no warning. Entering the mex-file then results in a crash of Matlab
2013-06-23 12:24:06 +02:00
0eca453519
Merge pull request #427 from JohannesPfeifer/dynare_solve
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Filter out cases where invalid starting value leads to NaN or Inf in Jac...
2013-06-21 03:09:09 -07:00
ab1cb25ed3
Filter out cases where invalid starting value leads to NaN or Inf in Jacobian.
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Replaces cryptic message "Some element of Newton direction isn't finite. Jacobian maybe singular or there is a problem with initial values" with more expressive message.
2013-06-21 10:37:16 +02:00
33053a7303
Fixed bug.
2013-06-20 18:04:38 +02:00
340bcc2739
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
2013-06-20 17:19:44 +02:00
ae4df964c8
Merge branch 'master' into particles-bug-fixes
2013-06-20 13:06:54 +02:00
24b0b22e4d
Factorized code using ispd routine and fixed bugs in models with measurement errors.
2013-06-20 13:00:01 +02:00
268095276c
Factorized code using ispd routine.
2013-06-20 12:59:01 +02:00
3701707e63
Rewrote ispd routine more efficiently using cholesky decomposition.
2013-06-20 12:57:53 +02:00
60cab18e78
Added new routine.
2013-06-20 12:56:53 +02:00
78a1607bc1
Fixed typo.
2013-06-20 11:55:33 +02:00
6dc7325c9f
Fixed seed in non linear filters.
2013-06-20 11:49:10 +02:00
ea920649bd
Removed useless line.
2013-06-20 11:43:33 +02:00
510907f21f
build system: add Makefile.am to EXTRA_DIST
2013-06-19 18:20:27 +02:00
edb034d244
doc: update manual to reference README.md
2013-06-19 18:03:36 +02:00
f542fdcf8e
Add readme.md for github home page
2013-06-19 17:52:25 +02:00
39ef86f118
Partially reverted commit 06237375db.
2013-06-18 22:30:49 +02:00
25fd2917f4
Fixed datafile (data_risky_perturb3 is not versioned).
2013-06-18 22:26:27 +02:00
1bbfd90498
Added online auxiliary filter as options_.mode_compute=10.
2013-06-18 16:18:55 +02:00
06237375db
Added the possibility to set the number of points in mode_check for computing the transversal cuts.
2013-06-18 16:16:56 +02:00
Stéphane Adjemian (Charybdis)
Houtan Bastani
Sébastien Villemot
Sébastien Villemot
Johannes Pfeifer
Frédéric Karamé